Ergodic Numerical Approximation to Periodic Measures of Stochastic Differential Equations
(2021)
Journal Article
Feng, C., Liu, Y., & Zhao, H. (2021). Ergodic Numerical Approximation to Periodic Measures of Stochastic Differential Equations. Journal of Computational and Applied Mathematics, 398, Article 113701. https://doi.org/10.1016/j.cam.2021.113701
In this paper, we consider numerical approximation to periodic measure of a time periodic stochastic differential equations (SDEs) under weakly dissipative condition. For this we first study the existence of the periodic measure ρt and the large time... Read More about Ergodic Numerical Approximation to Periodic Measures of Stochastic Differential Equations.